Maximum likelihood estimation of time-inhomogeneous diffusions.
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Publication:1871562
DOI10.1016/S0304-4076(02)00221-XzbMath1085.62131OpenAlexW3125732291MaRDI QIDQ1871562
Alexei V. Egorov, Yuewu Xu, Hai-Tao Li
Publication date: 4 May 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00221-x
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